Interior point techniques for optimal control of variational inequalities

被引:3
|
作者
Leontiev, A
Herskovits, J
机构
[1] PEM COPPE, Federal University of Rio de Janeiro, 21945 970, Rio de Janeiro
[2] Lavrentyev Inst. of Hydrodynamics, 630090, Novosibirsk
关键词
D O I
10.1007/BF01812511
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper is devoted to a new application of an interior paint algorithm to solve optimal control problems of variational inequalities. We propose a Lagrangian technique to obtain a necessary optimality system. After the discretization of the optimality system we prove its equivalence to Karush-Kuhn-Tucker conditions of a nonlinear regular minimization problem. This problem can be efficiently solved by using a modification of Herskovits' interior point algorithm for nonlinear optimization. We describe the numerical scheme for solving this problem and give some numerical examples of test problems in I-D and 2-D.
引用
收藏
页码:100 / 107
页数:8
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